Pinned Repositories
Beginning-Java-Objects-3rd-ed.
Original source code for Beginning Java Objects 3rd Ed
black-scholes-cpp
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
C
Collection of various algorithms in mathematics, machine learning, computer science, physics, etc implemented in C for educational purposes.
C-Plus-Plus
Collection of various algorithms in mathematics, machine learning, computer science and physics implemented in C++ for educational purposes.
deep_learning_object_detection
A paper list of object detection using deep learning.
imagenet18
Code to reproduce "imagenet in 18 minutes" experiments
Implied-Volatility-Prediction
Use of LSTM to predict the implied volatility skew in financial markets
Java
All Algorithms implemented in Java
kalman-jax
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
vedsgit's Repositories
vedsgit/Beginning-Java-Objects-3rd-ed.
Original source code for Beginning Java Objects 3rd Ed
vedsgit/black-scholes-cpp
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
vedsgit/Implied-Volatility-Prediction
Use of LSTM to predict the implied volatility skew in financial markets
vedsgit/kalman-jax
Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
vedsgit/BayesNewton
Bayes-Newton—A Gaussian process library in JAX, with a unifying view of approximate Bayesian inference as variants of Newton's method.
vedsgit/Deep-Reinforcement-Stock-Trading
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
vedsgit/derivatives-modeling
financial derivatives
vedsgit/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
vedsgit/ib
Interactive Brokers TWS/IB Gateway API client library for Node.js (TS)
vedsgit/ib_insync
Python sync/async framework for Interactive Brokers API
vedsgit/Interactive-brokers-python-api-guide
The code used for the article "Interactive Brokers Python API (Native) – A Step-by-step Guide" on the AlgoTrading101 Blog
vedsgit/Kalman
Some Python Implementations of the Kalman Filter
vedsgit/kalman-filter-volatility-forecast
Sample code that shows how to forecast stock market volatility using a Kalman filter
vedsgit/letssee
Clock
vedsgit/lstm-stock-prediction
Sample code for using LSTMs to predict stock price movements
vedsgit/microprediction
If you can measure it, consider it predicted
vedsgit/NAGJavaExamples
Examples demonstrating the NAG Numerical Library for Java
vedsgit/Neural-Network-Approach-to-Implied-Volatility-Forecasting
Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.
vedsgit/Newton-Raphson-implied-volatility
Computing implied volatility by Newton-Raphson method
vedsgit/nser
R package to download historical bhavcopy of Equities and F&O, get live market data, plot treemap of movement in securities
vedsgit/Optimal-Hedging
Delta hedging under SABR model
vedsgit/path-algorithms-in-a-graph
Answers on question why BFS, DFS, Dijkstra and A-Star algorithms are basically same algorithm.
vedsgit/Probabilistic-ML-for-finance-and-investing
Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python
vedsgit/pykan
Kolmogorov Arnold Networks
vedsgit/screenity
The most powerful screen recorder & annotation tool for Chrome 🎥
vedsgit/self-driving-car
Udacity Self-Driving Car Engineer Nanodegree projects.
vedsgit/ta-lib
TA-Lib (Core C Library)
vedsgit/trading-rl
Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019
vedsgit/Vitis_Libraries
Vitis Libraries
vedsgit/Volatility-and-options
In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.